Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.708 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52174.57 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45839.54 Kr¶

PnL: ---------------------------------------> -913.46 Kr¶

DD now: ---------------------------------> -1.78 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 11:51:18.509942'

Anic Portfolio¶

Today¶

Return: -0.271 %¶

This Week¶

Return: -0.271 %¶

Total portfolio value¶

Return including deposits: 70.806 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -3.450000 672.770000 33.770000 5.280000 638.999984
Embracer Group B 26 1.930000 687.050000 25.050000 3.780000 661.999988
SynAct Pharma 9 -1.070000 666.900000 21.900000 3.400000 645.000003
Biotage 4 0.520000 621.600000 18.600000 3.080000 603.000000
Addtech B 3 1.790000 715.800000 15.800000 2.260000 699.999999
Vitrolife 3 2.130000 690.000000 13.000000 1.920000 677.000001
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Indutrade 5 1.640000 1332.000000 12.000000 0.910000 1320.000000
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Addnode Group B 6 1.440000 760.200000 8.200000 1.090000 751.999998
Sdiptech B 3 0.070000 829.800000 7.800000 0.950000 822.000000
Nolato B 12 -0.360000 655.800000 7.800000 1.200000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Latour B 2 1.300000 451.800000 2.800000 0.620000 449.000000
Fortnox 10 3.590000 670.200000 2.200000 0.330000 668.000000
NCC B 7 -0.530000 655.200000 1.200000 0.180000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Lime Technologies 2 -1.010000 588.000000 -5.000000 -0.840000 593.000000
Sampo Oyj SDB 1 -0.800000 498.000000 -7.000000 -1.390000 505.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Sedana Medical 135 -2.440000 4322.700000 -8.300000 -0.190000 4330.999935
Investor B 3 0.370000 648.000000 -10.000000 -1.520000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 1.240000 651.200000 -22.800000 -3.380000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.050000 2484.720000 -52.280000 -2.060000 2537.000032
Lundin Gold 7 1.080000 919.800000 -54.200000 -5.560000 973.999999
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Investor A 16 0.230000 3464.000000 -81.000000 -2.280000 3545.000000
New Wave B 40 -1.020000 3780.000000 -136.000000 -3.470000 3916.000000
Gaming Innovation Group 161 -0.200000 4033.050000 -154.950000 -3.700000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.620000 2564.100000 -402.900000 -13.580000 2966.999993
TOTAL 45839.540000 -913.460000 -1.78045% 46752.999863

Updated:¶

'2023-06-13 11:51:36.429984'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶